+22.0%
PAYX vs AR
+141.3%
-119.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -7.9% | -1.3% | -6.6% | -7.8% |
| 30D | -5.0% | +3.5% | -8.6% | -5.5% |
| 3M | +15.1% | +9.9% | +5.2% | +13.7% |
| 6M | +23.9% | +4.5% | +19.4% | +22.9% |
| YTD | +6.2% | +13.7% | -7.5% | +4.1% |
| 1Y | -9.6% | +19.2% | -28.9% | -12.2% |
| 3Y | +5.8% | +46.2% | -40.3% | -1.5% |
| 5Y | +22.0% | +145.9% | -123.9% | +7.9% |
| All | +22.0% | +141.3% | -119.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling